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Nonparametric curve estimation by kernel methods has attracted widespread interest in theoretical and applied statistics. One area of conflict between theory and application relates to the evaluation of the performance of the estimators.…

Statistics Theory · Mathematics 2026-03-03 Olaf Gefeller , Nils Lid Hjort

This paper is part of an ongoing investigation of "pragmatic information", defined in Weinberger (2002) as "the amount of information actually used in making a decision". Because a study of information rates led to the Noiseless and Noisy…

Information Theory · Computer Science 2026-03-03 Edward D. Weinberger

We probabilistically bound the error of a solution to a radial network topology learning problem where both connectivity and line parameters are estimated. In our model, data errors are introduced by the precision of the sensors, i.e.,…

Systems and Control · Electrical Eng. & Systems 2025-08-08 Samuel Talkington , Aditya Rangarajan , Pedro A. de Alcântara , Line Roald , Daniel K. Molzahn , Daniel R. Fuhrmann

This paper addresses the estimation of parameters of a Bayesian network from incomplete data. The task is usually tackled by running the Expectation-Maximization (EM) algorithm several times in order to obtain a high log-likelihood…

Machine Learning · Computer Science 2015-03-19 Giorgio Corani , Cassio P. De Campos

In this paper, we consider the problem of information-theoretic waveform design for active sensing systems such as radar for extended targets. Contrary to the popular formulation of the problem in the estimation-theoretic context, we are…

Information Theory · Computer Science 2014-02-24 Mir H. Mahmood , Mark R. Bell

The asymptotic rates of information-theoretic protocols - including error exponents, compression rates, and channel capacities - are traditionally defined under the idealised assumption that the underlying resource (state or channel) is…

Quantum Physics · Physics 2026-05-19 Filippo Girardi , Nilanjana Datta , Giacomo De Palma , Ludovico Lami

The expected improvement (EI) algorithm is a popular strategy for information collection in optimization under uncertainty. The algorithm is widely known to be too greedy, but nevertheless enjoys wide use due to its simplicity and ability…

Machine Learning · Computer Science 2017-05-30 Chao Qin , Diego Klabjan , Daniel Russo

Robust estimation is an important and timely research subject. In this paper, we investigate performance lower bounds on the mean-square-error (MSE) of any estimator for the Bayesian linear model, corrupted by a noise distributed according…

Methodology · Statistics 2017-07-12 Virginie Ollier , Rémy Boyer , Mohammed Nabil El Korso , Pascal Larzabal

Estimating the Shannon entropy of a discrete distribution from which we have only observed a small sample is challenging. Estimating other information-theoretic metrics, such as the Kullback-Leibler divergence between two sparsely sampled…

Data Analysis, Statistics and Probability · Physics 2023-02-24 Angelo Piga , Lluc Font-Pomarol , Marta Sales-Pardo , Roger Guimerà

Energy detection (ED) is an attractive technique for symbol detection at receivers equipped with a large number of antennas, for example in millimeter wave communication systems. This paper investigates the performance bounds of ED with…

Information Theory · Computer Science 2016-12-01 Lishuai Jing , Zoran Utkovski , Elisabeth de Carvalho , Petar Popovski

Tensor completion is a core machine learning algorithm used in recommender systems and other domains with missing data. While the matrix case is well-understood, theoretical results for tensor problems are limited, particularly when the…

Machine Learning · Statistics 2023-06-13 Kameron Decker Harris , Oscar López , Angus Read , Yizhe Zhu

In this paper, we propose a sparse signal estimation algorithm that is suitable for many wireless communication systems, especially for the future millimeter wave and underwater communication systems. This algorithm is not only…

Information Theory · Computer Science 2018-07-20 Chongwen Huang , Lei Liu , Chau Yuen

We address the fundamental limits of learning unknown parameters of any stochastic process from time-series data, and discover exact closed-form expressions for how optimal inference scales with observation length. Given a parametrized…

Machine Learning · Computer Science 2023-10-09 Paul M. Riechers

We develop an edge-assisted object recognition system with the aim of studying the system-level trade-offs between end-to-end latency and object recognition accuracy. We focus on developing techniques that optimize the transmission delay of…

Networking and Internet Architecture · Computer Science 2020-03-10 A. Galanopoulos , V. Valls , G. Iosifidis , D. J. Leith

We consider the problem of parameter estimation from a generalized linear model with a random design matrix that is orthogonally invariant in law. Such a model allows the design have an arbitrary distribution of singular values and only…

Statistics Theory · Mathematics 2026-02-11 Yihan Zhang , Hong Chang Ji , Ramji Venkataramanan , Marco Mondelli

In this work we study the quality of low-dimensional embeddings from an explicitly information-theoretic perspective. We begin by noting that classical evaluation metrics such as stress, rank-based neighborhood criteria, or Local Procrustes…

Machine Learning · Computer Science 2026-01-05 Sebastián Gutiérrez-Bernal , Hector Medel Cobaxin , Abiel Galindo González

Regularized system identification is the major advance in system identification in the last decade. Although many promising results have been achieved, it is far from complete and there are still many key problems to be solved. One of them…

Systems and Control · Electrical Eng. & Systems 2023-04-05 Yue Ju , Biqiang Mu , Lennart Ljung , Tianshi Chen

The mutual information (MI) between two random variables is an important correlation measure in data analysis. The Shannon entropy of a joint probability distribution is the variable part under fixed marginals. We aim to minimize and…

Optimization and Control · Mathematics 2025-09-08 Paula Franke , Kay Hamacher , Paul Manns

We propose an analytical framework based on stochastic geometry (SG) formulations to estimate a radar's detection performance under generalized discrete clutter conditions. We model the spatial distribution of discrete clutter scatterers as…

Signal Processing · Electrical Eng. & Systems 2022-01-21 Shobha Sundar Ram , Gaurav Singh , Gourab Ghatak

In this work, we propose a new criterion for choosing the regularization parameter in Tikhonov regularization when the noise is white Gaussian. The criterion minimizes a lower bound of the predictive risk, when both data norm and noise…

Numerical Analysis · Mathematics 2020-06-24 Federico Benvenuto , Bangti Jin
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